+2.8%
AVGO vs MLM
-16.0%
+18.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.0% | -4.6% |
| 7D | +18.2% | -0.9% | +19.0% | +18.4% |
| 30D | +0.2% | +9.0% | -8.8% | -1.2% |
| 3M | -16.8% | -5.6% | -11.2% | -15.5% |
| 6M | -16.5% | -10.7% | -5.8% | -14.9% |
| YTD | +0.8% | -17.2% | +18.0% | -1.1% |
| 1Y | +2.8% | -14.2% | +17.0% | -2.3% |
| All | +2.8% | -16.0% | +18.8% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling